%Run microstructure analysis for main specification from the text 
main_microstructure;

%Run microstructure analysis with value of n changing (P_t+n - P_t) with
%n=1 in the main analysis
main_microstructure_robust;

%Run microstructure analysis with value of n reaching as high as 5000 with certain routines
%(free beta NLLS for instance) turned off because of numerical instability
%as n becomes very large
main_microstructure_robustLinOnly;

%Additional robustness check to examine price impact of cumulative signed
%order quantity versus price change over clock time intervals
main_microstructure_rollingwindows;

%Additional robustness analysis with fixed beta exponent in regression varying from 0.3 to 0.6 
main_microstructure_varyingbetas;